Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50804.67 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45245.75 Kr¶

PnL: ---------------------------------------> -331.84 Kr¶

DD now: ---------------------------------> -4.359 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 11:48:09.962666'

Anic Portfolio¶

Today¶

Return: 0.105 %¶

This Week¶

Return: 0.105 %¶

Total portfolio value¶

Return including deposits: 66.321 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.220000 2060.400000 19.550000 0.960000 2040.850000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Hexatronic Group 15 3.230000 1084.800000 17.100000 1.600000 1067.700000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Atrium Ljungberg B 5 0.440000 912.500000 11.000000 1.220000 901.500000
Sagax B 4 -0.980000 893.600000 10.400000 1.180000 883.200000
BHG Group 109 -4.870000 1426.810000 7.630000 0.540000 1419.180000
Latour B 4 -2.320000 860.400000 6.400000 0.750000 854.000000
Addnode Group B 7 -1.890000 908.600000 5.600000 0.620000 903.000000
OX2 12 -2.500000 912.000000 5.400000 0.600000 906.600000
ASSA ABLOY B 4 -0.950000 996.000000 5.200000 0.520000 990.800000
JM 7 -1.020000 952.000000 4.200000 0.440000 947.800000
Vitec Software Group B 2 -1.950000 1104.000000 3.000000 0.270000 1101.000000
Platzer Fastigheter Holding B 12 -1.120000 951.600000 2.400000 0.250000 949.200000
HEXPOL B 8 -0.750000 957.600000 2.400000 0.250000 955.200000
Sandvik 4 -1.350000 846.800000 1.200000 0.140000 845.600000
Alimak Group 12 0.000000 1005.600000 1.200000 0.120000 1004.400000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Byggmax Group 33 -1.550000 964.920000 0.000000 0.000000 964.920000
Biotage 1 -6.780000 147.100000 -0.400000 -0.270000 147.500000
SKF B 5 -1.410000 977.500000 -0.500000 -0.050000 978.000000
Catena 2 0.050000 802.400000 -1.200000 -0.150000 803.600000
Hennes & Mauritz B 6 -1.280000 908.520000 -1.440000 -0.160000 909.960000
Gränges 10 3.920000 1034.000000 -2.000000 -0.190000 1036.000000
BioGaia B 8 -1.920000 900.000000 -2.400000 -0.270000 902.400000
EQT 4 -2.080000 867.200000 -3.600000 -0.410000 870.800000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Vitrolife 3 -1.670000 671.400000 -5.600000 -0.830000 677.000001
VEF 788 -0.660000 1891.200000 -6.300000 -0.330000 1897.504000
Investor B 3 -1.170000 647.100000 -10.900000 -1.660000 657.999999
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -4.340000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 45245.750000 -331.840000 -4.35931% 45577.591729

Updated:¶

'2023-06-19 11:48:27.126157'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶